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scientific article; zbMATH DE number 7523973
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scientific article; zbMATH DE number 7523973

    Statements

    author
    H. Mesgarani
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    Masod Bakhshandeh
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    Yones Esmaeelzade
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    publication date
    10 May 2022
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    zbMATH Keywords
    temporal fractional Black-Scholes model
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    Chebyshev polynomials of fourth kind
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    linear interpolation
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    collocation method
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    unconditional stability
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    convergence order
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G20
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    26A33
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    zbMATH DE Number
    7523973
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